CCI Mean Reversion
Buys when CCI signals price is unusually low (-100) and sells when it is unusually high (+100).
Entry Logic
Buy when CCI(20) crosses below -100 — typical price is far below its 20-day average.
Exit Logic
Sell when CCI crosses above +100 — price is far above the average.
How Rules Combine
CCI = (TP - SMA TP)/(0.015×Mean Deviation) where TP=(H+L+C)/3. Beyond ±100 price is about 1.5 deviations away.
When It Works (Market Edge)
Mean reversion in choppy markets where deviations snap back toward the average.
When It Fails
New trends: CCI crossing +100 can confirm a breakout that then runs — fading it in a trend loses.
Common Myths
Myth: CCI above 100 means sell immediately.
Truth: In a fresh uptrend CCI stays above 100 while price keeps rising. It confirms momentum; fading it fights the trend.
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5Y Rankings
Performance across major assets, sorted by return.
| Asset | Total Return | Win Rate | Profit Factor | Max Drawdown | Avg Duration | Trades | Action |
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